Examples of LegacyVanillaCreditDefaultSwapDefinition


Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy.LegacyVanillaCreditDefaultSwapDefinition

        CALCULATOR.getPresentValue(buy, CURVE_PROVIDER, VALUATION_DATE, PriceType.CLEAN));
  }

  @Test(enabled = true)
  public void regressionTestCleanPrice() {
    final LegacyVanillaCreditDefaultSwapDefinition cds = getLegacyVanillaDefinition().withMaturityDate(VALUATION_DATE.plusYears(10));
    final double deprecatedResult = DEPRECATED_CALCULATOR.getPresentValueLegacyCreditDefaultSwap(VALUATION_DATE, cds, YIELD_CURVE, HAZARD_RATE_CURVE, PriceType.CLEAN);
    final double result = CALCULATOR.getPresentValue(cds, CURVE_PROVIDER, VALUATION_DATE, PriceType.CLEAN);
    assertEquals(deprecatedResult, result, EPS);
  }
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